CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
385-0 |
386-4 |
1-4 |
0.4% |
384-0 |
| High |
386-4 |
402-4 |
16-0 |
4.1% |
411-6 |
| Low |
380-0 |
384-0 |
4-0 |
1.1% |
379-2 |
| Close |
381-0 |
400-2 |
19-2 |
5.1% |
381-0 |
| Range |
6-4 |
18-4 |
12-0 |
184.6% |
32-4 |
| ATR |
12-7 |
13-4 |
0-5 |
4.8% |
0-0 |
| Volume |
50,565 |
67,601 |
17,036 |
33.7% |
239,416 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
451-1 |
444-1 |
410-3 |
|
| R3 |
432-5 |
425-5 |
405-3 |
|
| R2 |
414-1 |
414-1 |
403-5 |
|
| R1 |
407-1 |
407-1 |
402-0 |
410-5 |
| PP |
395-5 |
395-5 |
395-5 |
397-2 |
| S1 |
388-5 |
388-5 |
398-4 |
392-1 |
| S2 |
377-1 |
377-1 |
396-7 |
|
| S3 |
358-5 |
370-1 |
395-1 |
|
| S4 |
340-1 |
351-5 |
390-1 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
488-1 |
467-1 |
398-7 |
|
| R3 |
455-5 |
434-5 |
390-0 |
|
| R2 |
423-1 |
423-1 |
387-0 |
|
| R1 |
402-1 |
402-1 |
384-0 |
396-3 |
| PP |
390-5 |
390-5 |
390-5 |
387-6 |
| S1 |
369-5 |
369-5 |
378-0 |
363-7 |
| S2 |
358-1 |
358-1 |
375-0 |
|
| S3 |
325-5 |
337-1 |
372-0 |
|
| S4 |
293-1 |
304-5 |
363-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
411-6 |
380-0 |
31-6 |
7.9% |
13-7 |
3.5% |
64% |
False |
False |
51,987 |
| 10 |
411-6 |
377-4 |
34-2 |
8.6% |
11-7 |
3.0% |
66% |
False |
False |
45,971 |
| 20 |
423-4 |
377-4 |
46-0 |
11.5% |
11-5 |
2.9% |
49% |
False |
False |
38,707 |
| 40 |
423-4 |
324-2 |
99-2 |
24.8% |
11-4 |
2.9% |
77% |
False |
False |
31,185 |
| 60 |
423-4 |
319-4 |
104-0 |
26.0% |
10-1 |
2.5% |
78% |
False |
False |
25,954 |
| 80 |
423-4 |
319-4 |
104-0 |
26.0% |
9-6 |
2.4% |
78% |
False |
False |
22,610 |
| 100 |
439-0 |
319-4 |
119-4 |
29.9% |
9-1 |
2.3% |
68% |
False |
False |
20,289 |
| 120 |
483-4 |
319-4 |
164-0 |
41.0% |
8-7 |
2.2% |
49% |
False |
False |
17,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
481-1 |
|
2.618 |
450-7 |
|
1.618 |
432-3 |
|
1.000 |
421-0 |
|
0.618 |
413-7 |
|
HIGH |
402-4 |
|
0.618 |
395-3 |
|
0.500 |
393-2 |
|
0.382 |
391-1 |
|
LOW |
384-0 |
|
0.618 |
372-5 |
|
1.000 |
365-4 |
|
1.618 |
354-1 |
|
2.618 |
335-5 |
|
4.250 |
305-3 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
397-7 |
397-2 |
| PP |
395-5 |
394-2 |
| S1 |
393-2 |
391-2 |
|